| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 452558.7782 | 476066.0719 | -23507.2937 | -9391.9344 | 201584.4138 | -210976.3483 |
| Total P&L (%) | 452.5588 | 476.0661 | -23.5073 | -9.3919 | 201.5844 | -210.9763 |
| Avg Daily Profit (%) | 0.249 | 0.2619 | -0.0129 | -0.0054 | 0.0608 | 0 |
| Buy And Hold Return (%) | 112.1597 | 112.1597 | 112.1597 | 112.1597 | 112.1597 | 112.1597 |
| Max Trade Drawdown | -116298 | -70737 | -85310 | -371359 | -213808 | -270875 |
| Profit Factor | 1.7614 | 2.5587 | 0.9186 | 0.9921 | 1.3537 | 0.6606 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
| Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
| Profitability (%) | 44.3299 | 43.75 | 44.898 | 44.3299 | 43.75 | 44.898 |
| Ratio Avg Win / Avg Loss | 2.212 | 3.2897 | 1.1274 | 1.2459 | 1.7405 | 0.8108 |
| Largest Winning Trade | 412242 | 412242 | 70153 | 308530 | 308530 | 78353 |
| Largest Losing Trade | -52781 | -52781 | -39280 | -90760 | -90760 | -86084 |
| Avg Bars in Trades | 32 | 27 | 36 | 32 | 27 | 36 |
| Avg Bars in Winners | 48 | 38 | 56 | 48 | 38 | 56 |
| Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
| Bars Traded | 3135 | 1333 | 1802 | 3135 | 1333 | 1802 |
| Profit Streak | 0 | 86.5198 | 0 | 0 | 86.5198 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 260710 | 342655 | -580999 | -581057 | -120022 | -582665 |
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3635,
"evaluation_days": 1817.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1610841600000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757723307876,
"expiration_time": 1762432560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
452558.7782034233,
476066.0718576449,
-23507.2936542216,
-9391.9344439796,
201584.4138425796,
-210976.3482865591
],
[
452.558778,
476.066072,
-23.507294,
-9.391934,
201.584414,
-210.976348
],
[
0.249001,
0.261935,
-0.012934,
-0.005426,
0.060755,
0
],
[
112.159733,
112.159733,
112.159733,
112.159733,
112.159733,
112.159733
],
[
-116298,
-70737,
-85310,
-371359,
-213808,
-270875
],
[
1.761429,
2.558694,
0.91864,
0.992118,
1.35372,
0.660648
],
[
97,
48,
49,
97,
48,
49
],
[
43,
21,
22,
43,
21,
22
],
[
54,
27,
27,
54,
27,
27
],
[
44.329897,
43.75,
44.897959,
44.329897,
43.75,
44.897959
],
[
2.212027,
3.289749,
1.127421,
1.245916,
1.740497,
0.810796
],
[
412242,
412242,
70153,
308530,
308530,
78353
],
[
-52781,
-52781,
-39280,
-90760,
-90760,
-86084
],
[
32,
27,
36,
32,
27,
36
],
[
48,
38,
56,
48,
38,
56
],
[
19,
19,
20,
19,
19,
20
],
[
3135,
1333,
1802,
3135,
1333,
1802
],
[
0,
86.519767,
0,
0,
86.519767,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
260710,
342655,
-580999,
-581057,
-120022,
-582665
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3635,
"evaluation_days": 1817.5,
"actual_first_datapoint_time": 1600732800000,
"first_datapoint_time": 1610841600000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757723307876,
"expiration_time": 1762432560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|